In Tucson, Xerocraft, a nonprofit makerspace, has lathe and Bridgeport knee mill [0] and is run less formally. Also, Tucson is cheap and somewhat funky. You might like it.
Edit: Sorry, someone has gutted the web site, removing most of the information. The space itself has existed for quite a few years and I have been a volunteer member of staff since 2013. The tools are real. Despite the appearance probably given by this new website, the makerspace is not vaporware.
My experience was the same. I ended up standing on a balance board at my stand-up desk. This strengthened my core and helped me to be more alert without actively distracting me.
And yes, this should be a supplement and not a substitute for outdoor activity, normal cardio and strength training, stretching, etc.
[0] https://xerocraft.org/pages/metalshop
Edit: Sorry, someone has gutted the web site, removing most of the information. The space itself has existed for quite a few years and I have been a volunteer member of staff since 2013. The tools are real. Despite the appearance probably given by this new website, the makerspace is not vaporware.